Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 29-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
164.86 |
165.03 |
0.17 |
0.1% |
164.09 |
High |
164.98 |
165.69 |
0.71 |
0.4% |
164.90 |
Low |
164.58 |
165.00 |
0.42 |
0.3% |
164.05 |
Close |
164.96 |
165.43 |
0.47 |
0.3% |
164.77 |
Range |
0.40 |
0.69 |
0.29 |
72.5% |
0.85 |
ATR |
0.58 |
0.59 |
0.01 |
1.8% |
0.00 |
Volume |
788,843 |
676,228 |
-112,615 |
-14.3% |
2,256,381 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.44 |
167.13 |
165.81 |
|
R3 |
166.75 |
166.44 |
165.62 |
|
R2 |
166.06 |
166.06 |
165.56 |
|
R1 |
165.75 |
165.75 |
165.49 |
165.91 |
PP |
165.37 |
165.37 |
165.37 |
165.45 |
S1 |
165.06 |
165.06 |
165.37 |
165.22 |
S2 |
164.68 |
164.68 |
165.30 |
|
S3 |
163.99 |
164.37 |
165.24 |
|
S4 |
163.30 |
163.68 |
165.05 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.12 |
166.80 |
165.24 |
|
R3 |
166.27 |
165.95 |
165.00 |
|
R2 |
165.42 |
165.42 |
164.93 |
|
R1 |
165.10 |
165.10 |
164.85 |
165.26 |
PP |
164.57 |
164.57 |
164.57 |
164.66 |
S1 |
164.25 |
164.25 |
164.69 |
164.41 |
S2 |
163.72 |
163.72 |
164.61 |
|
S3 |
162.87 |
163.40 |
164.54 |
|
S4 |
162.02 |
162.55 |
164.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.69 |
164.22 |
1.47 |
0.9% |
0.49 |
0.3% |
82% |
True |
False |
527,607 |
10 |
165.69 |
163.36 |
2.33 |
1.4% |
0.51 |
0.3% |
89% |
True |
False |
508,144 |
20 |
165.69 |
162.63 |
3.06 |
1.8% |
0.56 |
0.3% |
92% |
True |
False |
493,491 |
40 |
165.69 |
160.31 |
5.38 |
3.3% |
0.62 |
0.4% |
95% |
True |
False |
562,654 |
60 |
165.69 |
160.31 |
5.38 |
3.3% |
0.64 |
0.4% |
95% |
True |
False |
605,225 |
80 |
165.69 |
160.31 |
5.38 |
3.3% |
0.62 |
0.4% |
95% |
True |
False |
499,804 |
100 |
165.93 |
160.31 |
5.62 |
3.4% |
0.63 |
0.4% |
91% |
False |
False |
402,265 |
120 |
165.93 |
160.17 |
5.76 |
3.5% |
0.64 |
0.4% |
91% |
False |
False |
335,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.62 |
2.618 |
167.50 |
1.618 |
166.81 |
1.000 |
166.38 |
0.618 |
166.12 |
HIGH |
165.69 |
0.618 |
165.43 |
0.500 |
165.35 |
0.382 |
165.26 |
LOW |
165.00 |
0.618 |
164.57 |
1.000 |
164.31 |
1.618 |
163.88 |
2.618 |
163.19 |
4.250 |
162.07 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
165.40 |
165.30 |
PP |
165.37 |
165.16 |
S1 |
165.35 |
165.03 |
|